This program reads MBP-10 orderbook data from DataBento for NVDA and ANF for August 2024 and processes trading signals to examine the effect of trading execution delays. There is a huge amount of data in the .csv files - to optimize, we saved down each file as a .pkl file and read it into a DataFrame. We process each sequentially to save RAM: - Read from .pkl file - Create signal - Process in orderbook - Add days profit/loss to cumulative returns Once allis done processed, we display the graphs to the user, along with Sharpe and volatility. For each day of the DataFrame, you can see the time to process the DataFrame, generate the signal, and get the day's profit. Please see the bottom of the file for a discussion of the timing.